A company's cash position (measured in millions of dollars) follows a generalized Wiener process falling on average $0.2m per quarter with volatility of $1.3m per quarter. How high must the initial cash balance be for the probability of a negative balance after 1.75 years not to exceed5%?
a) $7.057m
b) $3.179m
c) $6.007m
d) $7.557m
e) None of the above.